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This paper proposes a receding horizon control scheme for a set of uncertain discrete-time linear systems with randomly jumping parameters described by a finite-state Markov process whose jumping transition probabilities are assumed to belong to some convex sets. The control scheme for the underlying systems is based on the minimization of an upper bound on the worst-case infinite horizon cost function at each time instant. It is shown that the mean square stability of the proposed control system is guaranteed under some matrix inequality conditions on the terminal weighting matrices. The proposed controller is obtained using semidefinite programming.

- Publication
- IEICE TRANSACTIONS on Fundamentals Vol.E84-A No.9 pp.2272-2279

- Publication Date
- 2001/09/01

- Publicized

- Online ISSN

- DOI

- Type of Manuscript
- PAPER

- Category
- Systems and Control

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Byung-Gun PARK, Wook HYUN KWON, Jae-Won LEE, "Robust Receding Horizon Control of Discrete-Time Markovian Jump Uncertain Systems" in IEICE TRANSACTIONS on Fundamentals,
vol. E84-A, no. 9, pp. 2272-2279, September 2001, doi: .

Abstract: This paper proposes a receding horizon control scheme for a set of uncertain discrete-time linear systems with randomly jumping parameters described by a finite-state Markov process whose jumping transition probabilities are assumed to belong to some convex sets. The control scheme for the underlying systems is based on the minimization of an upper bound on the worst-case infinite horizon cost function at each time instant. It is shown that the mean square stability of the proposed control system is guaranteed under some matrix inequality conditions on the terminal weighting matrices. The proposed controller is obtained using semidefinite programming.

URL: https://global.ieice.org/en_transactions/fundamentals/10.1587/e84-a_9_2272/_p

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@ARTICLE{e84-a_9_2272,

author={Byung-Gun PARK, Wook HYUN KWON, Jae-Won LEE, },

journal={IEICE TRANSACTIONS on Fundamentals},

title={Robust Receding Horizon Control of Discrete-Time Markovian Jump Uncertain Systems},

year={2001},

volume={E84-A},

number={9},

pages={2272-2279},

abstract={This paper proposes a receding horizon control scheme for a set of uncertain discrete-time linear systems with randomly jumping parameters described by a finite-state Markov process whose jumping transition probabilities are assumed to belong to some convex sets. The control scheme for the underlying systems is based on the minimization of an upper bound on the worst-case infinite horizon cost function at each time instant. It is shown that the mean square stability of the proposed control system is guaranteed under some matrix inequality conditions on the terminal weighting matrices. The proposed controller is obtained using semidefinite programming.},

keywords={},

doi={},

ISSN={},

month={September},}

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TY - JOUR

TI - Robust Receding Horizon Control of Discrete-Time Markovian Jump Uncertain Systems

T2 - IEICE TRANSACTIONS on Fundamentals

SP - 2272

EP - 2279

AU - Byung-Gun PARK

AU - Wook HYUN KWON

AU - Jae-Won LEE

PY - 2001

DO -

JO - IEICE TRANSACTIONS on Fundamentals

SN -

VL - E84-A

IS - 9

JA - IEICE TRANSACTIONS on Fundamentals

Y1 - September 2001

AB - This paper proposes a receding horizon control scheme for a set of uncertain discrete-time linear systems with randomly jumping parameters described by a finite-state Markov process whose jumping transition probabilities are assumed to belong to some convex sets. The control scheme for the underlying systems is based on the minimization of an upper bound on the worst-case infinite horizon cost function at each time instant. It is shown that the mean square stability of the proposed control system is guaranteed under some matrix inequality conditions on the terminal weighting matrices. The proposed controller is obtained using semidefinite programming.

ER -